+12.5%
AGG vs ROST
+98.0%
-85.5%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.1% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | -1.1% | -6.9% | +5.7% | -0.9% |
| 3M | -1.9% | -3.3% | +1.4% | -1.8% |
| 6M | -1.7% | +9.0% | -10.8% | -2.0% |
| YTD | -1.3% | +28.9% | -30.2% | -2.1% |
| 1Y | -0.7% | +54.0% | -54.7% | -2.1% |
| 3Y | +12.5% | +100.7% | -88.2% | +10.2% |
| All | +12.5% | +98.0% | -85.5% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ROST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling